-1.8%
IWF vs XME
-2.0%
+0.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -7.5% | -6.1% | -1.4% | -5.8% |
| 3M | -8.5% | -18.6% | +10.1% | -3.3% |
| 6M | -7.4% | -23.9% | +16.5% | -1.2% |
| YTD | -2.6% | -9.3% | +6.7% | -2.1% |
| 1Y | -1.8% | +1.8% | -3.6% | -4.7% |
| All | -1.8% | -2.0% | +0.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling